A unit root test using a Fourier series to approximate smooth breaks
Year of publication: |
2012
|
---|---|
Authors: | Enders, Walter ; Lee, Junsoo |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 74.2012, 4, p. 574-599
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break |
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